I don't like the idea of jumping around the source code to code a portion of this and a portion of that. It's hard to understand and edit.

I hear the Task Parallel Library substantially simplifies this solution.

However, many of the examples I read using the Task Parallel Library were related to starting a chain of active tasks. What I mean by 'active', is that each task could start when called explicitly, like so:

I've read this article, but I don't quite understand it. It seems like what I need has to do with TaskCompletionSource. If I wanted to make a task from my event-based async pattern like the code block above, what would it look like?

Now, all you need to do, to make a chain of those operations, is just to set your continuations (which is not very comfortable at the moment, and the C# 5 await and async will help alot with it)

So, this code could be used like this:

public static void Main()
{
var client = new WebClient();
client.GetRssDownloadTask(
new Uri("http://blogs.msdn.com/b/ericlippert/rss.aspx"))
.ContinueWith( t => {
ShowXmlInMyUI(t.Result); // show first result somewhere
// start a new task here if you want a chain sequence
});
// or start it here if you want to get some rss feeds simultaneously
// if we had await now, we would add
// async keyword to Main method defenition and then
XDocument feedEric = await client.GetRssDownloadTask(
new Uri("http://blogs.msdn.com/b/ericlippert/rss.aspx"));
XDocument feedJon = await client.GetRssDownloadTask(
new Uri("http://feeds.feedburner.com/JonSkeetCodingBlog?format=xml"));
// it's chaining - one task starts executing after
// another, but it is still asynchronous
}

The concept is straightforward: there are often times we want an asynchronous set of operations to perform sequentially. Perhaps you must load a list from a service, then load the selected item, then trigger an animation. This can be done either by chaining the completed events or nesting lambda expressions, but is there a cleaner way?